Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1,637.75 |
1,624.50 |
-13.25 |
-0.8% |
1,636.50 |
High |
1,640.75 |
1,646.75 |
6.00 |
0.4% |
1,648.50 |
Low |
1,623.25 |
1,624.00 |
0.75 |
0.0% |
1,597.50 |
Close |
1,624.25 |
1,639.75 |
15.50 |
1.0% |
1,624.25 |
Range |
17.50 |
22.75 |
5.25 |
30.0% |
51.00 |
ATR |
22.57 |
22.59 |
0.01 |
0.1% |
0.00 |
Volume |
1,040,616 |
893,732 |
-146,884 |
-14.1% |
10,411,453 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.00 |
1,695.25 |
1,652.25 |
|
R3 |
1,682.25 |
1,672.50 |
1,646.00 |
|
R2 |
1,659.50 |
1,659.50 |
1,644.00 |
|
R1 |
1,649.75 |
1,649.75 |
1,641.75 |
1,654.50 |
PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,639.25 |
S1 |
1,627.00 |
1,627.00 |
1,637.75 |
1,632.00 |
S2 |
1,614.00 |
1,614.00 |
1,635.50 |
|
S3 |
1,591.25 |
1,604.25 |
1,633.50 |
|
S4 |
1,568.50 |
1,581.50 |
1,627.25 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.50 |
1,751.25 |
1,652.25 |
|
R3 |
1,725.50 |
1,700.25 |
1,638.25 |
|
R2 |
1,674.50 |
1,674.50 |
1,633.50 |
|
R1 |
1,649.25 |
1,649.25 |
1,629.00 |
1,636.50 |
PP |
1,623.50 |
1,623.50 |
1,623.50 |
1,617.00 |
S1 |
1,598.25 |
1,598.25 |
1,619.50 |
1,585.50 |
S2 |
1,572.50 |
1,572.50 |
1,615.00 |
|
S3 |
1,521.50 |
1,547.25 |
1,610.25 |
|
S4 |
1,470.50 |
1,496.25 |
1,596.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,646.75 |
1,597.50 |
49.25 |
3.0% |
26.50 |
1.6% |
86% |
True |
False |
1,896,914 |
10 |
1,648.50 |
1,596.50 |
52.00 |
3.2% |
25.00 |
1.5% |
83% |
False |
False |
2,130,688 |
20 |
1,685.75 |
1,596.50 |
89.25 |
5.4% |
24.00 |
1.5% |
48% |
False |
False |
2,171,959 |
40 |
1,685.75 |
1,542.75 |
143.00 |
8.7% |
19.75 |
1.2% |
68% |
False |
False |
1,904,703 |
60 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.75 |
1.2% |
70% |
False |
False |
1,916,972 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.8% |
18.75 |
1.1% |
78% |
False |
False |
1,699,538 |
100 |
1,685.75 |
1,475.75 |
210.00 |
12.8% |
17.50 |
1.1% |
78% |
False |
False |
1,360,382 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.9% |
17.00 |
1.0% |
85% |
False |
False |
1,133,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.50 |
2.618 |
1,706.25 |
1.618 |
1,683.50 |
1.000 |
1,669.50 |
0.618 |
1,660.75 |
HIGH |
1,646.75 |
0.618 |
1,638.00 |
0.500 |
1,635.50 |
0.382 |
1,632.75 |
LOW |
1,624.00 |
0.618 |
1,610.00 |
1.000 |
1,601.25 |
1.618 |
1,587.25 |
2.618 |
1,564.50 |
4.250 |
1,527.25 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1,638.25 |
1,634.00 |
PP |
1,636.75 |
1,628.00 |
S1 |
1,635.50 |
1,622.00 |
|